+36.3%
CSCO vs IGV
+24.3%
+12.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.8% |
| 7D | -0.7% | -4.5% | +3.8% | -0.1% |
| 30D | -10.1% | +3.2% | -13.3% | -10.6% |
| 3M | -15.7% | +4.5% | -20.2% | -15.7% |
| 6M | +36.3% | +22.1% | +14.2% | +31.4% |
| All | +36.3% | +24.3% | +12.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IGV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling